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~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~isPartOf:"Discussion papers in economics"
~subject:"Option pricing theory"
~subject:"Zeitreihenanalyse"
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Option pricing theory
Zeitreihenanalyse
Theorie
1,578
Theory
1,578
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646
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644
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508
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507
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Abadir, Karim Maher
7
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5
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5
Kim, Junseok
5
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4
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4
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4
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3
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3
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3
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3
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3
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3
Li, Degui
3
Omay, Tolga
3
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3
Péguin-Feissolle, Anne
3
Realdon, Marco
3
Sephton, Peter S.
3
Sorwar, Ghulam
3
Villani, Giovanni
3
Wang, Xiaoqun
3
Adl, A.
2
Ahmadian, D.
2
Ajmi, Ahdi Noomen
2
Asai, Manabu
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Chen, Yi-Ting
2
Cheung, Yin-Wong
2
Coroneo, Laura
2
Corradi, Valentina
2
Cuñado Eizaguirre, Juncal
2
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Applied financial economics
Computational economics
Discussion papers in economics
Economics letters
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Energy economics
258
Applied economics letters
253
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
229
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189
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173
The North American journal of economics and finance : a journal of financial economics studies
158
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131
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112
Oxford bulletin of economics and statistics
103
International Journal of Energy Economics and Policy : IJEEP
88
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79
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71
The review of economics and statistics
70
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67
Cambridge working papers in economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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American journal of agricultural economics
52
Journal of monetary economics
52
Tourism economics : the business and finance of tourism and recreation
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48
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ECONIS (ZBW)
403
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1
Microconsistency in simple empirical agent-based financial models
LeBaron, Blake Dean
- In:
Computational economics
58
(
2021
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10012587794
Saved in:
2
Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
52
(
2018
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
Saved in:
3
Statistical validation of multi-agent financial models using the H-infinity Kalman Filter
Rigatos, Gerasimos G.
- In:
Computational economics
58
(
2021
)
3
,
pp. 777-798
Persistent link: https://www.econbiz.de/10012651029
Saved in:
4
Numerically pricing nonlinear time-fractional Black-Scholes equation with time-dependent parameters under transaction costs
Rezaei, M.
;
Yazdanian, A. R.
;
Ashrafi, A.
;
Mahmoudi, S. M.
- In:
Computational economics
60
(
2022
)
1
,
pp. 243-280
Persistent link: https://www.econbiz.de/10013262670
Saved in:
5
Wavelet multiresolution analysis of the liquidity effect and monetary neutrality
Habimana, Olivier
- In:
Computational economics
53
(
2019
)
1
,
pp. 85-110
Persistent link: https://www.econbiz.de/10012134542
Saved in:
6
Evolutionary computation for macroeconomic forecasting
Claveria, Oscar
;
Monte, Enric
;
Torra, Salvador
- In:
Computational economics
53
(
2019
)
2
,
pp. 833-849
Persistent link: https://www.econbiz.de/10012134879
Saved in:
7
Nonlinear forecasting of Euro Area industrial production using evolutionary approaches
Avdoulas, Christos
;
Bekiros, Stelios
- In:
Computational economics
52
(
2018
)
2
,
pp. 521-530
Persistent link: https://www.econbiz.de/10012052980
Saved in:
8
A comparison of ARIMA forecasting and heuristic modelling
Wang, Chi-chen
;
Hsu, Yun-sheng
;
Liou, Cheng-hwai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1095-1102
Persistent link: https://www.econbiz.de/10009317433
Saved in:
9
An integer programming model for pricing American contingent claims under transaction costs
Pınar, M. Ç.
;
Camcı, A.
- In:
Computational economics
39
(
2012
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009508053
Saved in:
10
Volatility smiles and the information content of news
Fornari, Fabio
;
Mele, Antonio
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 179-186
Persistent link: https://www.econbiz.de/10001563358
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